Installation

Stable release

To install Longstaff-Schwartz Algorithm, run this command in your terminal:

$ pip install longstaff_schwartz

This is the preferred method to install Longstaff-Schwartz Algorithm, as it will always install the most recent stable release.

If you don’t have pip installed, this Python installation guide can guide you through the process.

From sources

The sources for Longstaff-Schwartz Algorithm can be downloaded from the Github repo.

You can either clone the public repository:

$ git clone git://github.com/luphord/longstaff_schwartz

Or download the tarball:

$ curl  -OL https://github.com/luphord/longstaff_schwartz/tarball/master

Once you have a copy of the source, you can install it with:

$ python setup.py install